Search: liquidity management
RBA Glossary definition for liquidity
liquidity – The capacity to sell an asset quickly without significantly affecting the price of that asset. Liquidity is also sometimes used to refer to assets that are highly liquid.
RBA Glossary definition for liquidity management
liquidity management – Activities within a financial institution to ensure that holdings of liquid assets (e.g. cash, bank deposits and other financial assets) are sufficient to meet its obligations as they fall due, including unexpected transactions.
Search Results
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
normal times, when government bond markets are liquid and well-functioning, liquidity premia are. ... via the portfolio rebalancing channel lowering term premia: liquidity premia were already low and,.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Submission to the Financial System Inquiry March 2014
10 Nov 2017
Submissions
PDF
3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf
References
25 Oct 2022
RDP
2022-05
Jeenas P (2019), ‘Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics’, Centre de Recerca en Economia Internacional, CREi Working Paper, June. ... Kochiyama T and R Nakamura (2014), ‘Role, Structure, and Determinants of
https://www.rba.gov.au/publications/rdp/2022/2022-05/references.html
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Domestic Financial Conditions
4 Nov 2022
SMP
– November 2022
Graph 3.4. Market contacts reported that liquidity decreased a little around the period of heightened volatility in UK bond markets in late September and early October. ... Businesses have also drawn down on their existing credit facilities in order to
https://www.rba.gov.au/publications/smp/2022/nov/domestic-financial-conditions.html
The Real Effects of Debt Covenants: Evidence from Australia
24 Oct 2022
RDP
PDF
1647KB
performance (total revenue), credit (debt), financial structure (gearing ratio) and liquidity (cash.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf
Domestic Financial Conditions
8 May 2020
SMP
– May 2020
In line with ample system liquidity, activity in the overnight cash market has dropped substantially (Graph 4.8). ... This was consistent with the substantial rise in liquidity through other parts of the program.
https://www.rba.gov.au/publications/smp/2020/may/domestic-financial-conditions.html
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
outside of periods of market dysfunction, liquidity premia are typically low in the AGS market). ... Overall, we tend to find larger effects when one would expect liquidity premia to be relatively high.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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Statement on Monetary Policy
20 Nov 2023
SMP
- November 2023
PDF
9530KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/statement-on-monetary-policy-2023-11.pdf
Box A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets
6 Dec 2023
SMP
- August 2023
PDF
541KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/box-a-the-bond-overnight-index-swap-spread-and-asset-scarcity-in-government-bond-markets.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Major banks were important providers of liquidity in money markets prior to the financial crisis. ... The return enhancement offered by the persistently wide basis is regularly utilised by the Reserve Bank in its liquidity management operations (RBA 2018)
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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